Tor + Vidalia

Tor for anonymous internet browsing, this article describes how to set it up in Ubuntu.
Although I'm interested in this, I have to date only used the Firefox addon (TorButton) which you can enable/disable tget anaonymous internet use.
However, my experience has been that when Tor is turned on, a lot of the time I get a message saying that the proxy is not accepting reuquests or some thing like that.
So, up to now, it all sounds a bit too good to be true and it doesn't seem to be totally true for me.